EFS is only available on Pro, Enterprise, and Education versions of Windows 10. If you're using Windows 10 Home, you're out of luck. You also need to be using a password with your user account, preferably strong and difficult to crack.
Can you use EFS on Windows?
EFS is available in all versions of Windows except the home versions (see Supported operating systems below) from Windows 2000 onwards. By default, no files are encrypted, but encryption can be enabled by users on a per-file, per-directory, or per-drive basis.
Which operating systems support EFS?
The Encrypting File System (EFS) that is included with the Windows 2000 (Professional, all Server editions), Windows XP (Professional), Windows Server 2003/2008/2012, Windows Vista (Business, Ultimate, Enterprise), Windows 7 (Professional, Enterprise, Ultimate), Windows 8 operating systems provides the core file ...